+1,172.7%
TXN vs MDLZ
+460.1%
+712.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.7% | +1.4% | -8.2% | -7.4% |
| 3M | -8.9% | 0.0% | -8.9% | -9.9% |
| 6M | +34.7% | +9.1% | +25.5% | +27.9% |
| YTD | +53.3% | +17.9% | +35.4% | +40.0% |
| 1Y | +45.0% | +3.2% | +41.8% | +40.3% |
| 3Y | +73.1% | -2.5% | +75.6% | +68.2% |
| 5Y | +59.9% | +17.6% | +42.3% | +40.9% |
| 10Y | +415.7% | +87.9% | +327.7% | +264.9% |
| All | +1,172.7% | +460.1% | +712.6% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling